Keyword selection is one of the first steps in implementing a search engine optimization strategy. It goes without saying that if you select and optimize for the wrong keywords, your overall optimization campaign is worthless. Read the full article here (http://www.seochat.com/articles/26/page1.html).
You can also purchase keywords that work directly in the address bar and redirect useres to your website bypassing the search engines. Go to http:www/keywordsinc.com for info.
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I got the same message. Maybe they are referring to this page (http://www.seochat.com/c/b/Choosing-Keywords/) ?
You need to research your business area and find wich keywords are the most appropriate for your site and wich of them will bring you more targeted visitors.